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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject:"Stochastik"
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Share price
USA
Statistical distribution
94
Statistische Verteilung
94
Theorie
63
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63
Estimation
42
Schätzung
42
Factor analysis
36
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36
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25
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Aufsatz in Zeitschrift
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Xu, Dinghai
2
Allen, David E.
1
Blazsek, Szabolcs
1
Chang, Dongfeng
1
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1
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Applied economics
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
22
The journal of futures markets
16
The review of financial studies
16
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
14
Applied financial economics
12
Economics letters
12
Finance research letters
11
International journal of forecasting
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of applied econometrics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
8
Journal of forecasting
8
Journal of political economy
8
The European journal of finance
8
Applied economics letters
7
Journal of banking & finance
7
The journal of finance : the journal of the American Finance Association
7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
5
The journal of real estate finance and economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
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International Journal of Financial Studies : open access journal
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International journal of hospitality management
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International review of financial analysis
4
Journal of business research : JBR
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Journal of economic dynamics & control
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ECONIS (ZBW)
23
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1
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10
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23
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1
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
; …
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
Saved in:
6
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
7
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
8
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
9
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
10
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
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